-81.6%
PYPL vs CLBK
+41.8%
-123.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -4.3% | -1.5% | -2.9% | -3.9% |
| 30D | -11.5% | +6.7% | -18.1% | -13.2% |
| 3M | +26.1% | +21.2% | +5.0% | +19.1% |
| 6M | +13.7% | +42.0% | -28.3% | +2.3% |
| YTD | -9.8% | +63.3% | -73.1% | -22.5% |
| 1Y | -22.1% | +65.4% | -87.4% | -33.5% |
| 3Y | -13.5% | +52.5% | -66.0% | -25.5% |
| 5Y | -81.6% | +42.0% | -123.6% | -84.9% |
| All | -81.6% | +41.8% | -123.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling